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Unit I Linear Models
Unit I Linear Models
Scope of OR
Agriculture
Finance
Marketing
Personnel Management
Production Management
Public utilities Hospitals, transport,
LIC and
departmental
store etc
Agriculture
Optimum allocation of land to various
crops in accordance with the climatic
conditions
Optimum distribution of water from
various resources like canal for
irrigation
Finance
Maximize the per capita income with
minimum resources availability
Find the profit plan of the company
Determine the best replacement
policies
Industry
Optimum allocation of resources
Men, machines, materials, money
and time
Maximize the profit
Minimize the production cost
Marketing
Optimum distribution of products for
sale
Size of stock to meet the future
demand
Selection of best advertising media
with respect to time and cost
How, when and what to purchase at
the minimum possible cost?
Personnel management
Appoint suitable candidates on
minimum salary
Determine the best age of retirement
for the employees
Find the number of persons to be
appointed on full time basis when the
workload
is
seasonal
(not
continuous)
Production management
Find the number size of items to be
produced
Scheduling and sequencing the
production run by proper allocation
of machines
Calculating the optimum product mix
Select , locate and design the sites
for the production plants.
Public utilities
To reduce waiting time of out door patients
To regulate the train arrivals and their
running times
What should be the premium rates for
various modes of policies?
How best the profits could be distributed in
the cases of with profit policies?
Employing additional sales persons, use of
transport vechicle etc
Phases of OR
Formulatethe
Problem
Problem
Statement
Data
Define the
problem
Delimit the
system
Select measures
Determine
variables
Identify
constraints
Construct a
Model
Situation
Formulatethe
Problem
Problem
Statement
Data
Objective function
Constraints (or) restrictions
Decision variables and
parameters
Construct
aModel
Model
Find a
Solution
Situation
Formulatethe
Problem
Problem
Statement
Data
Linear
Programming
Nonlinear
Programming
Regression
Direct Search
Stochastic
Optimization
Construct
aModel
Model
Find
aSolution
Solution
Tools
Establish a
Procedure
Production
software
Easy to use
Easy to
maintain
Acceptable
to the user
Situation
Formulatethe
Problem
Problem
Statement
Data
Construct
aModel
Model
Solution
Find
aSolution
Establish
aProcedure
Solution
Tools
Implement
the Solution
Situation
Formulatethe
Problem
Problem
Statement
Construct
aModel
Model
Find
aSolution
Solution
Tools
Stochastic Models
Examples of OR
Applications
Rescheduling aircraft in response to
groundings and delays
Planning production for printed circuit
board assembly
Scheduling equipment operators in
mail processing & distribution centers
Developing
routes
for
propane
delivery
Adjusting nurse schedules in light of
daily fluctuations in demand
Data
Planning
Design
Scheduling
Dealing with
Defects
Dealing with
Variability
Dealing with
Inventory
Other applications
Situation
Data
Service Industries
Logistics
Transportation
Environment
Health Care
Situations with
complexity
Situations with
uncertainty
LP contd.,
Linear Relationship among two or more
variables which are directly proportioned
i.e. Increase the production capacity increases
the profit
Programming Planning of activities in a manner
that achieves optimum results
Definition
A method of optimizing(max (or) min) a linear
function with a number of constraints(limitations)
expressed in the form of inequalities.
LPP formulation
Problem
A manufacturer produces two types of
models X & Y. Each X model requires 4 hrs of
grinding and 2 hrs of polishing whereas each
Y model requires 2 hrs of grinding and 5 hrs
of polishing. The manufacturer has 2
grinders and 3 polishers. Each grinder works
for 40 hrs a week and each polisher works
for 60 hrs a week. Profit of an X model is Rs.
3 and Y model is Rs. 4. Formulate a LP
model to maximize a profit in a week.
Problem
A firm produces three products. These products are processed
on three different machines. The time required to manufacture
one unit of each of the three products and daily capacity of the
three machines are given in the table below
Time per unit (min)
Machi
ne
Machine
capacity
(min/day)
M1
440
M2
470
2
3
It is required to determine
the5 daily - number430
of units to be
manufactured for each product. The profit per unit for product
1,2 and 3 is Rs.4, Rs.3 and Rs. 6 respectively. It is assumed that
all the amounts produced are consumed in the market.
Formulate the mathematical (LP) model that will maximize the
daily profit
Problem
An animal feed company must
produce 200 kg of mixture consisting
of ingredients X1, X2 daily. X1 costs
Rs 3/kg and X2 Rs 8/kg. No more
than 80 kg of X1 can be used and at
least 60 kg of X2 must be used.
Formulate a LP model to minimize
the cost
Problem
A company has three operational departments namely
weaving, processing and packing. The capacity to
produce three different types of clothes namely
suiting, shirting and woolens yielding a profit of Rs. 2,4
and 3 per meter respectively. One meter of suiting
requires 3 min in weaving, 2 min of processing and 1
min of packing. Similarly 1 meter of shirting requires 4
min in weaving, 1 min of processing and 3 min of
packing whereas 1 m of woolen requires 3 minutes in
each department. In a week, the total runtime of each
department is 60, 40 and 80 hours of weaving,
processing and packing respectively. Formulate the
problem as a LP model to maximize the profit.
Answer
Max Z = 2 X1 + 4 X2 + 3X3
ST
3X1 + 4X2 + 3X3 3600
2X1 + X2 + 3X3 2400
X1 + 3X2 + 3X3 4800
X1 , X2, X3 0
Solving of LPP
If the no. of variables (X 2)
Graphical method
If the no. of variables X = 1,2,3 . n
Simplex method
Similarity = no. of variables
Difference = inequality constraints
33
Problem
Min Z = 4X1 + 2X2
ST
X1 + 2X2 2
3X1 + X2 3
4X1 + 3X2 6
X1 , X 2 0
Ans : Min Z = 4.8, X1 = 3/5, X2 = 6/5
Problem
Max Z = 20X1 + 10X2
ST
10X1 + 5X2 50
6X1 + 10X2 60
4X1 + 12X2 48
X1 , X2 0
Ans : Alternate optimum feasible solution
X1 = 5, X2 = 0 (or) X1 = 3.6,X2 = 2.8 Max Z=100
Problem
An automobile manufacture makes automobiles and
trucks in a factory that is divided into two shops A &
B. Shop A, which performs the basic assembly
operation must work 5 man-days on each truck but
only 2 man-days on each automobile. Shop B, which
performs the finishing operation must work 3 mandays on each truck(or)automobile that it produces.
Because of men and machine limitations shop A has
180 man-days/week available while shop B has 135
man-days/week. If the manufacturer makes a profit
of Rs.300 on each truck and Rs. 200 on each
automobile, how many of each should he produce to
maximize his profit?
Contd.
Maximize Z = 300 x1 + 200 x2
Subject to the constraints
5x1+2x2 180
3x1+ 3x2
135
x1 ,x2 0
Ans: II iteration:
Max Z = 12000
X1 = 30, X2 = 15
Problem
Maximize Z = 5 x1 + 6 x2 + x3
Subject to the constraints
9x1+3x2 -2 x3 5
4x1+2x2 - x3 2
x1- 4x2+x3 3
x1 ,x2, x3 0
Ans : Unbounded solution because all = ve
Problem
A Company makes 2 kinds of leather belts. Belt A is
high quality and B is low quality. The respective
profits are Rs.4 and Rs.3 per belt. Each type of A
requires twice as much as a belt type of B and if all
belts were of type B, the company could make 1000
per day. The supply of leather is sufficient for only
800 belts per day (both A and B combined). Belt A
requires a fancy buckle and only 400 buckles are
available per day. There are only 700 buckles
available per day for belt B. What would be the daily
production of each type of belt? Formulate the LP
problem and solve using the simplex method.
Maximize Z = 4 x1 + 3 x2
Subject to the constraints
2x1+x2 1000
x1 400
x2 700
x1 , x2 0
Ans: III iteration:
Max Z = 2600
X1 = 200, X2 = 600
x1+ x2 800
Degeneracy in LPP
Tie between two (or) more basic variables
for leaving the basis
Problem 1
Maximize Z = x1 + 2x2 + x3
Subject to the constraints
2x1+x2- x3 2
-6
4x1+x2+ x3 6
x1 ,x2 ,x3 0
-2x1+x2- 5x3
Leaving variable
Perturbation method
Calculation
Problem 2
Maximize Z = 2 x1 + x2
Subject to the constraints
4x1+3x2 12
4x1 - x2 8
x1 ,x2 0
4x1+ x2 8
Formative Assessment
OperationsResearchprovides
a)Earliestsolution
b)Feasiblesolutions
c)Scientificapproachto solutions
d)Statisticalapproachto solution
Formative Assessment
In the graphical method of linear programming problem, the optimum solution would lie in the
feasible polygon at
a. its one corner
b. its center
c. middle of any side
d. bottom
Formative Assessment
A basic feasible solution in simplex method is one, when
a. all the decision variables are in the base
b. all the decision variables and slack/surplus variables are assigned zero values
c. all the base variables are non negative
d. all the base variables satisfy the constraint equations
Formative Assessment
Simplex method is not applied when number of decision variables is equal to
a) 4
b) 2
c) 1
d) 6
Artificial variables
Purpose is to just obtain an initial
basic feasible solution
Variables once driven out in an
iteration,
may
re-enter
the
subsequent iteration. But an AV once
driven can never re-enter
Big M method (A Charnes)
Two phase method (Dantzig,
Orden and Wolfe)
Problem
Big M Method (or) Charnes M
technique (or) Method of penalties
Maximize Z = 2 x1 + 3 x2 + 4 x3
Subject to the constraints
3x1+x2+4 x3 600
2x1+4 x2+2 x3 480
2x1 +3x2+3x3 = 540
x1 ,x2, x3 0
Ans : II iteration
S1 = 60
X2=60
X3 = 120
Max Z = 660
Problem
Food X contains 6 units of vitamin
A per gram and 7 units of vitamin B
per gram and costs 12 paise per
gram. Food Y contains 8 units of
vitamin A per gram and 12 units of
vitamin B per gram and costs 20
paise per gram. The minimum daily
requirements of vitamin A & B is 100
& 120 units respectively. Find the
minimum cost of product mix by the
Problem
Min Z = 12X1 + 20X2
ST
6X1 + 8X2 100
7X1 + 12X2 120
X 1 , X2 0
Ans : II iteration
X1=15, X2 = 1.25
205
Min Z =
Problem
Max Z = 3X1 + 2X2
ST
2X1 + X2 2
3X1 + 4X2 12
X 1 , X2 0
Problem
During festival season, a company combines
two items A and B to from gift packs. Each
pack must weigh 5 kg and should contain at
least 2 kg of A and not more than 4 kg of B.
The net contribution to the company is Rs.10
per kg of A and Rs.12 per kg of B. The
company wants to determine the optimum
mix.
Formulate the above as a LPP to maximize net
contribution per pack and solve the same by
using the simplex method.
Answer
Max Z = 10X1 + 12X2
ST
X1 + X 2 = 5
X1 2
X2 4
X1 , X 2 0
Ans : II iteration
X1=2, X2 = 3
Max Z = 56
Problem
Min Z = 2X1 + 5X2
ST
X1 40
X2 30
X1 + X2 60
X 1 , X2 0
X1= 40, X2 = 30
Max Z = 230
=5
x1 ,x2, x3 0
Phase I
I step : convert inequality into equality
II step : Formation of revised objective function by assigning -1 to artificial
variables and 0 to other variables (decision /slack/surplus)
III step : solve it by simplex method until the following conditions are
satisfied
Max Z 0 & atleast one artificial variable appears in the optimum basis at
the zero level, No solution (Stop the Procedure)
Max Z = 0 & atleast one artificial variable is at zero, proceed to Phase II
Max Z = 0 & no artificial variable appears in the basis, proceed to Phase
II
Phase II
Assign actual costs to the variable in the objective function & zero cost to
artificial variable
Solution
Phase I II iteration ( 0 & -ve)
Phase II X2 = 3.75
S2 = 30
X3 = 1.25
Max Z = 31.25
Min Z = -31.25
Problem
Maximize Z = 5 x1 + 3 x2
Subject to the constraints
2x1+x2 1
x1+4 x2 6
x 1 ,x 2 0
Solution
All values of Cj-Zj is 0 & negative. So
optimal solution is reached
But Max Z < 0 i.e., -2 also one
artificial variable (A1 = 2) appear in
the basis at the +ve level
So LPP doesnt have feasible
solution
Problem
Minimize Z = x1 + x2
Subject to the constraints
2x1+ x2 4
x1+ 7x2 7
x1 ,x2 0
Solution
Phase I II iteration ( 0 & -ve)
Phase II X1 = 21/13
X2 = 10/13
Max Z = 31/13
Min Z = -31/13